probability

{{see also|History of probability#Etymology|Glossary of probability and statistics}}

{{further|Likelihood}}

The word probability derives from the Latin {{Lang|la|probabilitas}}, which can also mean "probity", a measure of the authority of a witness in a legal case in Europe, and often correlated with the witness's nobility. In a sense, this differs much from the modern meaning of probability, which in contrast is a measure of the weight of empirical evidence, and is arrived at from inductive reasoning and statistical inference.Hacking, I. (2006) The Emergence of Probability: A Philosophical Study of Early Ideas about Probability, Induction and Statistical Inference, Cambridge University Press, {{ISBN|978-0-521-68557-3}} {{page needed|date=June 2012}}

{{Main|Probability interpretations}}

When dealing with random experiments – i.e., experiments that are random and well-defined – in a purely theoretical setting (like tossing a coin), probabilities can be numerically described by the number of desired outcomes, divided by the total number of all outcomes. This is referred to as theoretical probability (in contrast to empirical probability, dealing with probabilities in the context of real experiments). For example, tossing a coin twice will yield "head-head", "head-tail", "tail-head", and "tail-tail" outcomes. The probability of getting an outcome of "head-head" is 1 out of 4 outcomes, or, in numerical terms, 1/4, 0.25 or 25%. However, when it comes to practical application, there are two major competing categories of probability interpretations, whose adherents hold different views about the fundamental nature of probability:

• Objectivists assign numbers to describe some objective or physical state of affairs. The most popular version of objective probability is frequentist probability, which claims that the probability of a random event denotes the relative frequency of occurrence of an experiment's outcome when the experiment is repeated indefinitely. This interpretation considers probability to be the relative frequency "in the long run" of outcomes.{{cite book |title=The Logic of Statistical Inference |first=Ian |last=Hacking |author-link=Ian Hacking |year=1965 |publisher=Cambridge University Press |isbn=978-0-521-05165-1 }}{{page needed |date=June 2012 }} A modification of this is propensity probability, which interprets probability as the tendency of some experiment to yield a certain outcome, even if it is performed only once.
• Subjectivists assign numbers per subjective probability, that is, as a degree of belief.{{cite journal |title=Logical foundations and measurement of subjective probability |first=Bruno de |last=Finetti |journal=Acta Psychologica |volume=34 |year=1970 |pages=129–145 |doi=10.1016/0001-6918(70)90012-0 }} The degree of belief has been interpreted as "the price at which you would buy or sell a bet that pays 1 unit of utility if E, 0 if not E",{{cite journal |last=Hájek |first=Alan|title=Interpretations of Probability |url = http://plato.stanford.edu/archives/win2012/entries/probability-interpret/ |journal = The Stanford Encyclopedia of Philosophy |edition = Winter 2012 |editor = Edward N. Zalta |access-date=22 April 2013 |date=2002-10-21 }} although that interpretation is not universally agreed upon.{{Cite book|section= Section A.2 The de Finetti system of probability |title=Probability Theory: The Logic of Science|last=Jaynes|first=E.T.|date=2003|publisher=Cambridge University Press|isbn=978-0-521-59271-0|editor-last=Bretthorst|editor-first=G. Larry|edition=1|language=en}} The most popular version of subjective probability is Bayesian probability, which includes expert knowledge as well as experimental data to produce probabilities. The expert knowledge is represented by some (subjective) prior probability distribution. These data are incorporated in a likelihood function. The product of the prior and the likelihood, when normalized, results in a posterior probability distribution that incorporates all the information known to date.{{cite book |title=Introduction to Mathematical Statistics |first1=Robert V. |last1=Hogg |first2=Allen |last2=Craig |first3=Joseph W. |last3=McKean |edition=6th |year=2004 |location=Upper Saddle River |publisher=Pearson |isbn=978-0-13-008507-8 }}{{page needed|date=June 2012}} By Aumann's agreement theorem, Bayesian agents whose prior beliefs are similar will end up with similar posterior beliefs. However, sufficiently different priors can lead to different conclusions, regardless of how much information the agents share.{{Cite book|section= Section 5.3 Converging and diverging views |title=Probability Theory: The Logic of Science|last=Jaynes|first=E.T.|date=2003|publisher=Cambridge University Press|isbn=978-0-521-59271-0|editor-last=Bretthorst|editor-first=G. Larry|edition=1|language=en}}

{{Main|History of probability}}

{{Further|History of statistics}}

The scientific study of probability is a modern development of mathematics. Gambling shows that there has been an interest in quantifying the ideas of probability throughout history, but exact mathematical descriptions arose much later. There are reasons for the slow development of the mathematics of probability. Whereas games of chance provided the impetus for the mathematical study of probability, fundamental issues {{NoteTag|In the context of the book that this is quoted from, it is the theory of probability and the logic behind it that governs the phenomena of such things compared to rash predictions that rely on pure luck or mythological arguments such as gods of luck helping the winner of the game.}} are still obscured by superstitions.Freund, John. (1973) Introduction to Probability. Dickenson {{isbn|978-0-8221-0078-2}} (p. 1)

According to Richard Jeffrey, "Before the middle of the seventeenth century, the term 'probable' (Latin probabilis) meant approvable, and was applied in that sense, univocally, to opinion and to action. A probable action or opinion was one such as sensible people would undertake or hold, in the circumstances."Jeffrey, R.C., Probability and the Art of Judgment, Cambridge University Press. (1992). pp. 54–55 . {{isbn|0-521-39459-7}} However, in legal contexts especially, 'probable' could also apply to propositions for which there was good evidence.Franklin, J. (2001) The Science of Conjecture: Evidence and Probability Before Pascal, Johns Hopkins University Press. (pp. 22, 113, 127)

File:Cardano.jpg (16th century)]]

File:Christiaan Huygens-painting.jpeg published one of the first books on probability (17th century).]]

The sixteenth-century Italian polymath Gerolamo Cardano demonstrated the efficacy of defining odds as the ratio of favourable to unfavourable outcomes (which implies that the probability of an event is given by the ratio of favourable outcomes to the total number of possible outcomes{{cite web| url = http://www.columbia.edu/~pg2113/index_files/Gorroochurn-Some%20Laws.pdf| title = Some laws and problems in classical probability and how Cardano anticipated them Gorrochum, P. Chance magazine 2012}}).

Aside from the elementary work by Cardano, the doctrine of probabilities dates to the correspondence of Pierre de Fermat and Blaise Pascal (1654). Christiaan Huygens (1657) gave the earliest known scientific treatment of the subject.{{citation |url=http://www.secondmoment.org/articles/probability.php |publisher=Second Moment |access-date=2008-05-23 |title=A Brief History of Probability |last=Abrams |first=William |archive-date=24 July 2017 |archive-url=https://web.archive.org/web/20170724052656/http://www.secondmoment.org/articles/probability.php |url-status=dead }} Jakob Bernoulli's Ars Conjectandi (posthumous, 1713) and Abraham de Moivre's Doctrine of Chances (1718) treated the subject as a branch of mathematics.{{Cite book | last1 = Ivancevic | first1 = Vladimir G.

| last2 = Ivancevic | first2 = Tijana T.

| title = Quantum leap : from Dirac and Feynman, across the universe, to human body and mind

| year = 2008 | publisher = World Scientific

| location = Singapore; Hackensack, NJ | isbn = 978-981-281-927-7

| page = 16 }} See Ian Hacking's The Emergence of Probability and James Franklin's The Science of Conjecture{{cite book|last1=Franklin|first1=James|title=The Science of Conjecture: Evidence and Probability Before Pascal|date=2001|publisher=Johns Hopkins University Press|isbn=978-0-8018-6569-5}} for histories of the early development of the very concept of mathematical probability.

The theory of errors may be traced back to Roger Cotes's Opera Miscellanea (posthumous, 1722), but a memoir prepared by Thomas Simpson in 1755 (printed 1756) first applied the theory to the discussion of errors of observation.{{Cite journal|last=Shoesmith|first=Eddie|date=November 1985|title=Thomas Simpson and the arithmetic mean|journal=Historia Mathematica|language=en|volume=12|issue=4|pages=352–355|doi=10.1016/0315-0860(85)90044-8|doi-access=free}} The reprint (1757) of this memoir lays down the axioms that positive and negative errors are equally probable, and that certain assignable limits define the range of all errors. Simpson also discusses continuous errors and describes a probability curve.

The first two laws of error that were proposed both originated with Pierre-Simon Laplace. The first law was published in 1774, and stated that the frequency of an error could be expressed as an exponential function of the numerical magnitude of the error{{snd}}disregarding sign. The second law of error was proposed in 1778 by Laplace, and stated that the frequency of the error is an exponential function of the square of the error.Wilson EB (1923) "First and second laws of error". Journal of the American Statistical Association, 18, 143 The second law of error is called the normal distribution or the Gauss law. "It is difficult historically to attribute that law to Gauss, who in spite of his well-known precocity had probably not made this discovery before he was two years old."

Daniel Bernoulli (1778) introduced the principle of the maximum product of the probabilities of a system of concurrent errors.

File:Bendixen - Carl Friedrich Gauß, 1828.jpg

Adrien-Marie Legendre (1805) developed the method of least squares, and introduced it in his Nouvelles méthodes pour la détermination des orbites des comètes (New Methods for Determining the Orbits of Comets).{{cite web|last1=Seneta|first1=Eugene William|title="Adrien-Marie Legendre" (version 9)|url=http://statprob.com/encyclopedia/AdrienMarieLegendre.html|website=StatProb: The Encyclopedia Sponsored by Statistics and Probability Societies|access-date=27 January 2016|url-status=dead|archive-url=https://web.archive.org/web/20160203070724/http://statprob.com/encyclopedia/AdrienMarieLegendre.html|archive-date=3 February 2016}} In ignorance of Legendre's contribution, an Irish-American writer, Robert Adrain, editor of "The Analyst" (1808), first deduced the law of facility of error,

$$\backslash phi(x)\; =\; ce^\{-h^2\; x^2\}$$

where $h$ is a constant depending on precision of observation, and $c$ is a scale factor ensuring that the area under the curve equals 1. He gave two proofs, the second being essentially the same as John Herschel's (1850).{{citation needed|date=June 2012}} Gauss gave the first proof that seems to have been known in Europe (the third after Adrain's) in 1809. Further proofs were given by Laplace (1810, 1812), Gauss (1823), James Ivory (1825, 1826), Hagen (1837), Friedrich Bessel (1838), W.F. Donkin (1844, 1856), and Morgan Crofton (1870). Other contributors were Ellis (1844), De Morgan (1864), Glaisher (1872), and Giovanni Schiaparelli (1875). Peters's (1856) formula{{clarify|date=June 2012}} for r, the probable error of a single observation, is well known.

In the nineteenth century, authors on the general theory included Laplace, Sylvestre Lacroix (1816), Littrow (1833), Adolphe Quetelet (1853), Richard Dedekind (1860), Helmert (1872), Hermann Laurent (1873), Liagre, Didion and Karl Pearson. Augustus De Morgan and George Boole improved the exposition of the theory.

In 1906, Andrey Markov introduced{{cite web|url = http://www.statslab.cam.ac.uk/~rrw1/markov/M.pdf|title = Markov Chains|first= Richard |last = Weber|website = Statistical Laboratory|publisher = University of Cambridge}} the notion of Markov chains, which played an important role in stochastic processes theory and its applications. The modern theory of probability based on measure theory was developed by Andrey Kolmogorov in 1931.{{cite journal|last1=Vitanyi |first1= Paul M.B.|title=Andrei Nikolaevich Kolmogorov|journal=CWI Quarterly|date=1988|issue=1|pages=3–18|url=http://homepages.cwi.nl/~paulv/KOLMOGOROV.BIOGRAPHY.html|access-date=27 January 2016}}

On the geometric side, contributors to The Educational Times included Miller, Crofton, McColl, Wolstenholme, Watson, and Artemas Martin.{{Cite book|last=Wilcox, Rand R.|title=Understanding and applying basic statistical methods using R|date= 2016|isbn=978-1-119-06140-3|location=Hoboken, New Jersey|oclc=949759319}} See integral geometry for more information.

{{Main|Probability theory}}

Like other theories, the theory of probability is a representation of its concepts in formal terms{{snd}}that is, in terms that can be considered separately from their meaning. These formal terms are manipulated by the rules of mathematics and logic, and any results are interpreted or translated back into the problem domain.

There have been at least two successful attempts to formalize probability, namely the Kolmogorov formulation and the Cox formulation. In Kolmogorov's formulation (see also probability space), sets are interpreted as events and probability as a measure on a class of sets. In Cox's theorem, probability is taken as a primitive (i.e., not further analyzed), and the emphasis is on constructing a consistent assignment of probability values to propositions. In both cases, the laws of probability are the same, except for technical details.

There are other methods for quantifying uncertainty, such as the Dempster–Shafer theory or possibility theory, but those are essentially different and not compatible with the usually-understood laws of probability.

Probability theory is applied in everyday life in risk assessment and modeling. The insurance industry and markets use actuarial science to determine pricing and make trading decisions. Governments apply probabilistic methods in environmental regulation, entitlement analysis, and financial regulation.

An example of the use of probability theory in equity trading is the effect of the perceived probability of any widespread Middle East conflict on oil prices, which have ripple effects in the economy as a whole. An assessment by a commodity trader that a war is more likely can send that commodity's prices up or down, and signals other traders of that opinion. Accordingly, the probabilities are neither assessed independently nor necessarily rationally. The theory of behavioral finance emerged to describe the effect of such groupthink on pricing, on policy, and on peace and conflict.Singh, Laurie (2010) "Whither Efficient Markets? Efficient Market Theory and Behavioral Finance". The Finance Professionals' Post, 2010.

In addition to financial assessment, probability can be used to analyze trends in biology (e.g., disease spread) as well as ecology (e.g., biological Punnett squares).{{cite journal |title=Reginald Crundall Punnett: First Arthur Balfour Professor of Genetics, Cambridge, 1912 |author-first=Anthony William Fairbank |author-last=Edwards |author-link=Anthony William Fairbank Edwards |location=Gonville and Caius College, Cambridge, UK |date=September 2012 |journal=Genetics |department=Perspectives |publisher=Genetics Society of America |volume=192 |issue=1 |pages=3–13 |doi=10.1534/genetics.112.143552 |pmc=3430543 |pmid=22964834 |quote-pages=5–6 |quote=[…] Punnett's square seems to have been a development of 1905, too late for the first edition of his Mendelism (May 1905) but much in evidence in Report III to the Evolution Committee of the Royal Society [(Bateson et al. 1906b) "received March 16, 1906"]. The earliest mention is contained in a letter to Bateson from Francis Galton dated October 1, 1905 (Edwards 2012). We have the testimony of Bateson (1909, p. 57) that "For the introduction of this system [the 'graphic method'], which greatly simplifies difficult cases, I am indebted to Mr. Punnett." […] The first published diagrams appeared in 1906. […] when Punnett published the second edition of his Mendelism, he used a slightly different format ([…] Punnett 1907, p. 45) […] In the third edition (Punnett 1911, p. 34) he reverted to the arrangement […] with a description of the construction of what he called the "chessboard" method (although in truth it is more like a multiplication table). […]}} (11 pages) As with finance, risk assessment can be used as a statistical tool to calculate the likelihood of undesirable events occurring, and can assist with implementing protocols to avoid encountering such circumstances. Probability is used to design games of chance so that casinos can make a guaranteed profit, yet provide payouts to players that are frequent enough to encourage continued play.{{cite journal|last1=Gao|first1=J.Z.|last2=Fong|first2=D.|last3=Liu|first3=X.|title=Mathematical analyses of casino rebate systems for VIP gambling|journal=International Gambling Studies|date=April 2011|volume=11|issue=1|pages=93–106|doi=10.1080/14459795.2011.552575|s2cid=144540412}}

Another significant application of probability theory in everyday life is reliability. Many consumer products, such as automobiles and consumer electronics, use reliability theory in product design to reduce the probability of failure. Failure probability may influence a manufacturer's decisions on a product's warranty.{{Cite journal | doi=10.1287/mnsc.1090.1132| title=Management Insights| journal=Management Science| volume=56| pages=iv–vii| year=2010| last1=Gorman| first1=Michael F.| doi-access=}}

The cache language model and other statistical language models that are used in natural language processing are also examples of applications of probability theory.

File:probability vs odds.svg

{{see also|Probability axioms}}

Consider an experiment that can produce a number of results. The collection of all possible results is called the sample space of the experiment, sometimes denoted as $\backslash Omega$. The power set of the sample space is formed by considering all different collections of possible results. For example, rolling a die can produce six possible results. One collection of possible results gives an odd number on the die. Thus, the subset {1,3,5} is an element of the power set of the sample space of dice rolls. These collections are called "events". In this case, {1,3,5} is the event that the die falls on some odd number. If the results that actually occur fall in a given event, the event is said to have occurred.

A probability is a way of assigning every event a value between zero and one, with the requirement that the event made up of all possible results (in our example, the event {1,2,3,4,5,6}) is assigned a value of one. To qualify as a probability, the assignment of values must satisfy the requirement that for any collection of mutually exclusive events (events with no common results, such as the events {1,6}, {3}, and {2,4}), the probability that at least one of the events will occur is given by the sum of the probabilities of all the individual events.{{cite book|last = Ross|first = Sheldon M. |title = A First course in Probability|edition= 8th |pages = 26–27|publisher = Pearson Prentice Hall|date = 2010|isbn = 9780136033134}}

The probability of an event A is written as $P(A)$,{{Cite web|last=Weisstein|first=Eric W.|title=Probability|url=https://mathworld.wolfram.com/Probability.html|access-date=2020-09-10|website=mathworld.wolfram.com|language=en}} $p(A)$, or $\backslash text\{Pr\}(A)$.Olofsson (2005) p. 8. This mathematical definition of probability can extend to infinite sample spaces, and even uncountable sample spaces, using the concept of a measure.

The opposite or complement of an event A is the event [not A] (that is, the event of A not occurring), often denoted as $A\text{'},\; A^c$, $\backslash overline\{A\},\; A^\backslash complement,\; \backslash neg\; A$, or $\{\backslash sim\}A$; its probability is given by {{nowrap|1= P(not A) = 1 − P(A)}}.Olofsson (2005), p. 9 As an example, the chance of not rolling a six on a six-sided die is {{nowrap|1=1 – (chance of rolling a six) =}} {{nowrap|1=1 − {{sfrac|1|6}} = {{sfrac|5|6}}.}} For a more comprehensive treatment, see Complementary event.

If two events A and B occur on a single performance of an experiment, this is called the intersection or joint probability of A and B, denoted as $P(A\; \backslash cap\; B).$

If two events, A and B are independent then the joint probability is

$$P(A\; \backslash mbox\{\; and\; \}B)\; =\; P(A\; \backslash cap\; B)\; =\; P(A)\; P(B).$$

File:Independent and Non-independent Probability Events.jpg

For example, if two coins are flipped, then the chance of both being heads is $\backslash tfrac\{1\}\{2\}\backslash times\backslash tfrac\{1\}\{2\}\; =\; \backslash tfrac\{1\}\{4\}.$Olofsson (2005) p. 35.

{{Main|Mutual exclusivity}}

If either event A or event B can occur but never both simultaneously, then they are called mutually exclusive events.

If two events are mutually exclusive, then the probability of both occurring is denoted as $P(A\; \backslash cap\; B)$ and$$P(A\; \backslash mbox\{\; and\; \}B)\; =\; P(A\; \backslash cap\; B)\; =\; 0$$ If two events are mutually exclusive, then the probability of either occurring is denoted as $P(A\; \backslash cup\; B)$ and$$P(A\backslash mbox\{\; or\; \}B)\; =\; P(A\; \backslash cup\; B)=\; P(A)\; +\; P(B)\; -\; P(A\; \backslash cap\; B)\; =\; P(A)\; +\; P(B)\; -\; 0\; =\; P(A)\; +\; P(B)$$

For example, the chance of rolling a 1 or 2 on a six-sided die is $P(1\backslash mbox\{\; or\; \}2)\; =\; P(1)\; +\; P(2)\; =\; \backslash tfrac\{1\}\{6\}\; +\; \backslash tfrac\{1\}\{6\}\; =\; \backslash tfrac\{1\}\{3\}.$

If the events are not (necessarily) mutually exclusive then$$P\backslash left(A\; \backslash hbox\{\; or\; \}\; B\backslash right)\; =\; P(A\; \backslash cup\; B)\; =\; P\backslash left(A\backslash right)+P\backslash left(B\backslash right)-P\backslash left(A\; \backslash mbox\{\; and\; \}\; B\backslash right).$$ Rewritten,$$$$

P\left( A\cup B\right) =P\left( A\right) +P\left( B\right) -P\left( A\cap B\right)

For example, when drawing a card from a deck of cards, the chance of getting a heart or a face card (J, Q, K) (or both) is $\backslash tfrac\{13\}\{52\}\; +\; \backslash tfrac\{12\}\{52\}\; -\; \backslash tfrac\{3\}\{52\}\; =\; \backslash tfrac\{11\}\{26\},$ since among the 52 cards of a deck, 13 are hearts, 12 are face cards, and 3 are both: here the possibilities included in the "3 that are both" are included in each of the "13 hearts" and the "12 face cards", but should only be counted once.

This can be expanded further for multiple not (necessarily) mutually exclusive events. For three events, this proceeds as follows:$$$$

\begin{aligned}P\left( A\cup B\cup C\right) =&P\left( \left( A\cup B\right) \cup C\right) \\ =&P\left( A\cup B\right) +P\left( C\right) -P\left( \left( A\cup B\right) \cap C\right) \\ =&P\left( A\right) +P\left( B\right) -P\left( A\cap B\right) +P\left( C\right) -P\left( \left( A\cap C\right) \cup \left( B\cap C\right) \right) \\ =&P\left( A\right) +P\left( B\right) +P\left( C\right) -P\left( A\cap B\right) -\left( P\left( A\cap C\right) +P\left( B\cap C\right) -P\left( \left( A\cap C\right) \cap \left( B\cap C\right) \right) \right) \\ P\left( A\cup B\cup C\right) =&P\left( A\right) +P\left( B\right) +P\left( C\right) -P\left( A\cap B\right) -P\left( A\cap C\right) -P\left( B\cap C\right) +P\left( A\cap B\cap C\right) \end{aligned}

It can be seen, then, that this pattern can be repeated for any number of events.

Conditional probability is the probability of some event A, given the occurrence of some other event B. Conditional probability is written $P(A\; \backslash mid\; B)$, and is read "the probability of A, given B". It is defined byOlofsson (2005) p. 29.

$$P(A\; \backslash mid\; B)\; =\; \backslash frac\{P(A\; \backslash cap\; B)\}\{P(B)\}\backslash ,$$

If $P(B)=0$ then $P(A\; \backslash mid\; B)$ is formally undefined by this expression. In this case $A$ and $B$ are independent, since $P(A\; \backslash cap\; B)\; =\; P(A)P(B)\; =\; 0.$ However, it is possible to define a conditional probability for some zero-probability events, for example by using a σ-algebra of such events (such as those arising from a continuous random variable).{{Cite web |title=Conditional probability with respect to a sigma-algebra |url=https://www.statlect.com/fundamentals-of-probability/conditional-probability-as-a-random-variable |access-date=2022-07-04 |website=statlect.com}}

For example, in a bag of 2 red balls and 2 blue balls (4 balls in total), the probability of taking a red ball is $1/2;$ however, when taking a second ball, the probability of it being either a red ball or a blue ball depends on the ball previously taken. For example, if a red ball was taken, then the probability of picking a red ball again would be $1/3,$ since only 1 red and 2 blue balls would have been remaining. And if a blue ball was taken previously, the probability of taking a red ball will be $2/3.$

{{Main|Inverse probability}}

In probability theory and applications, Bayes' rule relates the odds of event $A\_1$ to event $A\_2,$ before (prior to) and after (posterior to) conditioning on another event $B.$ The odds on $A\_1$ to event $A\_2$ is simply the ratio of the probabilities of the two events. When arbitrarily many events $A$ are of interest, not just two, the rule can be rephrased as posterior is proportional to prior times likelihood, $P(A|B)\backslash propto\; P(A)\; P(B|A)$ where the proportionality symbol means that the left hand side is proportional to (i.e., equals a constant times) the right hand side as $A$ varies, for fixed or given $B$ (Lee, 2012; Bertsch McGrayne, 2012). In this form it goes back to Laplace (1774) and to Cournot (1843); see Fienberg (2005).

{| class="wikitable plainrowheaders" style="text-align: left;"

|+Summary of probabilities

|-

! scope="col" | Event

! scope="col" | Probability

|-

! scope="row" style="text-align: center;" | A

| $P(A)\backslash in[0,1]$

|-

! scope="row" style="text-align: center;" | not A

| $P(A^\backslash complement)=1-P(A)\backslash ,$

|-

! scope="row" style="text-align: center;" | A or B

| $\backslash begin\{align\}$

P(A\cup B) & = P(A)+P(B)-P(A\cap B) \\

P(A\cup B) & = P(A)+P(B) \qquad\mbox{if A and B are mutually exclusive} \\

\end{align}

|-

! scope="row" style="text-align: center;" | A and B

| $\backslash begin\{align\}$

P(A\cap B) & = P(A|B)P(B) = P(B|A)P(A)\\

P(A\cap B) & = P(A)P(B) \qquad\mbox{if A and B are independent}\\

\end{align}

|-

! scope="row" style="text-align: center;" | A given B

| $P(A\; \backslash mid\; B)\; =\; \backslash frac\{P(A\; \backslash cap\; B)\}\{P(B)\}\; =\; \backslash frac\{P(B|A)P(A)\}\{P(B)\}\; \backslash ,$

|}

{{Main|Randomness}}

{{See also|Quantum fluctuation#Interpretations}}

In a deterministic universe, based on Newtonian concepts, there would be no probability if all conditions were known (Laplace's demon) (but there are situations in which sensitivity to initial conditions exceeds our ability to measure them, i.e. know them). In the case of a roulette wheel, if the force of the hand and the period of that force are known, the number on which the ball will stop would be a certainty (though as a practical matter, this would likely be true only of a roulette wheel that had not been exactly levelled – as Thomas A. Bass' Newtonian Casino revealed). This also assumes knowledge of inertia and friction of the wheel, weight, smoothness, and roundness of the ball, variations in hand speed during the turning, and so forth. A probabilistic description can thus be more useful than Newtonian mechanics for analyzing the pattern of outcomes of repeated rolls of a roulette wheel. Physicists face the same situation in the kinetic theory of gases, where the system, while deterministic in principle, is so complex (with the number of molecules typically the order of magnitude of the Avogadro constant {{val|6.02|e=23}}) that only a statistical description of its properties is feasible.Riedi, P.C. (1976). Kinetic Theory of Gases-I. In: Thermal Physics. Palgrave, London. https://doi.org/10.1007/978-1-349-15669-6_8

Probability theory is required to describe quantum phenomena.{{cite arXiv|last = Burgin|first= Mark|year =2010|title = Interpretations of Negative Probabilities|page= 1|class= physics.data-an|eprint=1008.1287v1}} A revolutionary discovery of early 20th century physics was the random character of all physical processes that occur at sub-atomic scales and are governed by the laws of quantum mechanics. The objective wave function evolves deterministically but, according to the Copenhagen interpretation, it deals with probabilities of observing, the outcome being explained by a wave function collapse when an observation is made. However, the loss of determinism for the sake of instrumentalism did not meet with universal approval. Albert Einstein famously remarked in a letter to Max Born: "I am convinced that God does not play dice".Jedenfalls bin ich überzeugt, daß der Alte nicht würfelt. Letter to Max Born, 4 December 1926, in: [https://books.google.com/books?id=LQIsAQAAIAAJ&q=achtung-gebietend Einstein/Born Briefwechsel 1916–1955]. Like Einstein, Erwin Schrödinger, who discovered the wave function, believed quantum mechanics is a statistical approximation of an underlying deterministic reality.{{cite book |last=Moore |first=W.J. |year=1992 |title=Schrödinger: Life and Thought |publisher=Cambridge University Press |page=479 |isbn= 978-0-521-43767-7}} In some modern interpretations of the statistical mechanics of measurement, quantum decoherence is invoked to account for the appearance of subjectively probabilistic experimental outcomes.

{{Portal|Mathematics|Philosophy}}

{{main|Outline of probability}}

• Contingency
• Equiprobability
• Fuzzy logic
• Heuristic (psychology)

{{NoteFoot}}

{{Reflist}}

• Kallenberg, O. (2005) Probabilistic Symmetries and Invariance Principles. Springer-Verlag, New York. 510 pp. {{isbn|0-387-25115-4}}
• Kallenberg, O. (2002) Foundations of Modern Probability, 2nd ed. Springer Series in Statistics. 650 pp. {{isbn|0-387-95313-2}}
• Olofsson, Peter (2005) Probability, Statistics, and Stochastic Processes, Wiley-Interscience. 504 pp {{isbn|0-471-67969-0}}.

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{{Wikibooks}}

{{Commons category}}

{{Library resources box |by=no |onlinebooks=no |others=no |about=yes |label=Probability}}

• [http://www.math.uah.edu/stat/ Virtual Laboratories in Probability and Statistics (Univ. of Ala.-Huntsville)]
• {{In Our Time |Probability |b00bqf61 |Probability}}
• [http://wiki.stat.ucla.edu/socr/index.php/EBook Probability and Statistics EBook]
• Edwin Thompson Jaynes. Probability Theory: The Logic of Science. Preprint: Washington University, (1996). – [https://web.archive.org/web/20160119131820/http://omega.albany.edu:8008/JaynesBook.html HTML index with links to PostScript files] and [http://bayes.wustl.edu/etj/prob/book.pdf PDF] (first three chapters)
• [http://www.economics.soton.ac.uk/staff/aldrich/Figures.htm People from the History of Probability and Statistics (Univ. of Southampton)]
• [http://www.economics.soton.ac.uk/staff/aldrich/Probability%20Earliest%20Uses.htm Probability and Statistics on the Earliest Uses Pages (Univ. of Southampton)]
• [http://jeff560.tripod.com/stat.html Earliest Uses of Symbols in Probability and Statistics] on [http://jeff560.tripod.com/mathsym.html Earliest Uses of Various Mathematical Symbols]
• [http://www.celiagreen.com/charlesmccreery/statistics/bayestutorial.pdf A tutorial on probability and Bayes' theorem devised for first-year Oxford University students]
• [http://ubu.com/historical/young/index.html U B U W E B :: La Monte Young] pdf file of An Anthology of Chance Operations (1963) at UbuWeb
• [http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html Introduction to Probability – eBook] {{Webarchive|url=https://web.archive.org/web/20110727200156/http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html |date=27 July 2011 }}, by Charles Grinstead, Laurie Snell [http://bitbucket.org/shabbychef/numas_text/ Source] {{Webarchive|url=https://web.archive.org/web/20120325135243/https://bitbucket.org/shabbychef/numas_text/ |date=25 March 2012 }} (GNU Free Documentation License)
• {{in lang|en|it}} Bruno de Finetti, [http://amshistorica.unibo.it/35 Probabilità e induzione], Bologna, CLUEB, 1993. {{isbn|88-8091-176-7}} (digital version)
• [https://feynmanlectures.caltech.edu/I_06.html Richard Feynman's Lecture on probability.]

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